strategy – 策略基类¶
Strategies类是你定义的何时买、何时卖等等交易逻辑的类。
做多和做空可以通过以下两种方式:
- 使用下面任意一个方法下单：
pyalgotrade.strategy.BaseStrategy.marketOrder()pyalgotrade.strategy.BaseStrategy.limitOrder()pyalgotrade.strategy.BaseStrategy.stopOrder()pyalgotrade.strategy.BaseStrategy.stopLimitOrder()
- 使用封装了买/卖的高级接口下单：
pyalgotrade.strategy.BaseStrategy.enterLong()pyalgotrade.strategy.BaseStrategy.enterShort()pyalgotrade.strategy.BaseStrategy.enterLongLimit()pyalgotrade.strategy.BaseStrategy.enterShortLimit()
Positions are higher level abstractions for placing orders. They are escentially a pair of entry-exit orders and provide easier tracking for returns and PnL than using individual orders.